Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47391.87 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45993.88 Kr¶

PnL: ---------------------------------------> -894.69 Kr¶

DD now: ---------------------------------> -2.546 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 13:49:49.777996'

Anic Portfolio¶

Today¶

Return: 0.173 %¶

This Week¶

Return: -1.087 %¶

Total¶

Return: 55.149 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 1.010000 2800.000000 164.000000 6.220000 2636.000010
HMS Networks 2 -0.760000 784.800000 111.800000 16.610000 673.000000
Nordea Bank Abp 29 1.000000 3518.280000 64.280000 1.860000 3453.999992
MedCap 2 1.300000 469.000000 48.000000 11.400000 421.000000
Samhällsbyggnadsbo. i Norden B 20 2.410000 399.200000 44.200000 12.450000 355.000000
SAAB B 8 -0.720000 3418.400000 41.400000 1.230000 3377.000000
Boozt 12 1.010000 1688.400000 34.400000 2.080000 1653.999996
Resurs Holding 22 1.260000 601.260000 27.260000 4.750000 573.999998
Corem Property Group B 59 0.100000 599.440000 22.440000 3.890000 576.999999
AcadeMedia 12 -0.080000 578.160000 21.160000 3.800000 557.000004
Swedbank A 3 1.480000 584.400000 20.400000 3.620000 564.000000
Intrum 4 0.000000 544.800000 17.800000 3.380000 527.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Securitas B 6 1.230000 583.200000 13.200000 2.320000 570.000000
OEM International B 7 -0.900000 541.100000 13.100000 2.480000 527.999997
Norva24 Group 16 -0.230000 552.640000 9.640000 1.780000 543.000000
Samhällsbyggnadsbo. i Norden D 12 3.400000 255.120000 9.120000 3.710000 246.000000
Fastighetsbolag. Emilshus Pref 21 -1.090000 569.100000 7.100000 1.260000 562.000005
Creaspac SPAC 6 0.210000 582.000000 5.000000 0.870000 577.000002
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Coor Service Management Hold. 8 -0.370000 533.600000 1.600000 0.300000 532.000000
Handelsbanken A 5 0.370000 542.000000 -4.000000 -0.730000 546.000000
Midsona B 63 0.330000 570.150000 -12.850000 -2.200000 582.999984
International Petroleum Corp. 5 3.710000 572.500000 -22.070000 -3.710000 594.565215
CTEK 13 -3.750000 510.770000 -23.230000 -4.350000 533.999999
Essity B 2 -0.760000 545.000000 -29.000000 -5.050000 574.000000
Essity A 4 -0.180000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 -1.530000 545.560000 -67.440000 -11.000000 612.999432
Sampo Oyj SDB 7 0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 1.160000 3654.000000 -157.000000 -4.120000 3810.999990
Beijer Electronics Group 26 -1.670000 2756.000000 -215.000000 -7.240000 2971.000006
OX2 18 0.630000 1427.400000 -236.600000 -14.220000 1663.999992
Axfood 13 0.220000 3476.200000 -279.800000 -7.450000 3756.000001
Ovzon 52 -1.310000 2740.400000 -621.600000 -18.490000 3361.999992
TOTAL 45993.880000 -894.690000 -2.5458% 46888.564618

Updated:¶

'2023-01-27 13:50:02.741608'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶